Weekly Crude Oil Stock Report
Author : United States. Bureau of Mines
Publisher :
Page : 530 pages
File Size : 50,32 MB
Release : 1935
Category :
ISBN :
Author : United States. Bureau of Mines
Publisher :
Page : 530 pages
File Size : 50,32 MB
Release : 1935
Category :
ISBN :
Author : United States. Bureau of Mines
Publisher :
Page : 284 pages
File Size : 10,40 MB
Release : 1955
Category :
ISBN :
Author : United States. Bureau of Mines
Publisher :
Page : 78 pages
File Size : 49,62 MB
Release :
Category :
ISBN :
Author :
Publisher :
Page : 36 pages
File Size : 22,99 MB
Release : 1981
Category : Petroleum industry and trade
ISBN :
Author :
Publisher :
Page : 56 pages
File Size : 20,83 MB
Release : 1980-04
Category : Petroleum industry and trade
ISBN :
Author : United States. Department of Energy. Emergency Policy Committee
Publisher :
Page : 50 pages
File Size : 16,85 MB
Release : 1979
Category : Petroleum industry and trade
ISBN :
Author : Eugene M. Burns
Publisher :
Page : 104 pages
File Size : 18,92 MB
Release : 1983
Category : Government publications
ISBN :
Author : Hui Bu
Publisher :
Page : 10 pages
File Size : 22,85 MB
Release : 2016
Category :
ISBN :
This paper examines the behavior of crude oil futures price volatility and investigates how the EIA weekly crude oil inventory reports announcements, especially information shocks, impact crude oil price movement and volatility. This study focuses on inventory information shocks using a new measure rather than on inventory changes themselves. The empirical results reveal that inventory information shocks rather than actual inventory changes negatively affect crude oil returns on the day the EIA releases the inventory information, although inventory shocks have no effect on daily conditional variance, which mainly follows a GARCH(1,1) process. To test the robustness of our model, we re-estimate the models for three subsamples. According to all results, we find that the effect of inventory shocks is weakened in rapid growth periods and disappears in steep fall markets.
Author : Alice Sun
Publisher :
Page : 11 pages
File Size : 39,91 MB
Release : 2000
Category :
ISBN :
Author : United States. Energy Information Administration
Publisher :
Page : 68 pages
File Size : 24,45 MB
Release : 1988
Category : Energy policy
ISBN :